CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.3365 |
1.3500 |
0.0135 |
1.0% |
1.3560 |
High |
1.3365 |
1.3500 |
0.0135 |
1.0% |
1.3560 |
Low |
1.3365 |
1.3500 |
0.0135 |
1.0% |
1.3273 |
Close |
1.3399 |
1.3463 |
0.0064 |
0.5% |
1.3399 |
Range |
|
|
|
|
|
ATR |
0.0070 |
0.0073 |
0.0002 |
3.1% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
17 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3488 |
1.3475 |
1.3463 |
|
R3 |
1.3488 |
1.3475 |
1.3463 |
|
R2 |
1.3488 |
1.3488 |
1.3463 |
|
R1 |
1.3475 |
1.3475 |
1.3463 |
1.3482 |
PP |
1.3488 |
1.3488 |
1.3488 |
1.3491 |
S1 |
1.3475 |
1.3475 |
1.3463 |
1.3482 |
S2 |
1.3488 |
1.3488 |
1.3463 |
|
S3 |
1.3488 |
1.3475 |
1.3463 |
|
S4 |
1.3488 |
1.3475 |
1.3463 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4272 |
1.4122 |
1.3557 |
|
R3 |
1.3985 |
1.3835 |
1.3478 |
|
R2 |
1.3698 |
1.3698 |
1.3452 |
|
R1 |
1.3548 |
1.3548 |
1.3425 |
1.3480 |
PP |
1.3411 |
1.3411 |
1.3411 |
1.3376 |
S1 |
1.3261 |
1.3261 |
1.3373 |
1.3193 |
S2 |
1.3124 |
1.3124 |
1.3346 |
|
S3 |
1.2837 |
1.2974 |
1.3320 |
|
S4 |
1.2550 |
1.2687 |
1.3241 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3500 |
2.618 |
1.3500 |
1.618 |
1.3500 |
1.000 |
1.3500 |
0.618 |
1.3500 |
HIGH |
1.3500 |
0.618 |
1.3500 |
0.500 |
1.3500 |
0.382 |
1.3500 |
LOW |
1.3500 |
0.618 |
1.3500 |
1.000 |
1.3500 |
1.618 |
1.3500 |
2.618 |
1.3500 |
4.250 |
1.3500 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3500 |
1.3438 |
PP |
1.3488 |
1.3412 |
S1 |
1.3475 |
1.3387 |
|